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Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems - MaRDI portal

Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems (Q2212336)

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Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems
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    Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems (English)
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    20 November 2020
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    stochastic optimal control
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    optimality equation
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    finite difference discretization
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